+1,343.8%
ADBE vs HALO
+2,426.8%
-1,083.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -8.9% | -2.1% | -6.8% | -8.6% |
| 30D | -6.6% | +4.6% | -11.3% | -7.4% |
| 3M | +7.1% | +50.2% | -43.1% | -0.1% |
| 6M | -9.8% | +57.6% | -67.4% | -16.7% |
| YTD | -27.2% | +59.6% | -86.7% | -33.2% |
| 1Y | -28.0% | +41.2% | -69.2% | -32.7% |
| 3Y | -54.5% | +178.9% | -233.4% | -63.1% |
| 5Y | -61.5% | +160.1% | -221.6% | -68.8% |
| 10Y | +156.4% | +967.5% | -811.0% | +60.2% |
| All | +1,343.8% | +2,426.8% | -1,083.0% | +549.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HALO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling